From personal experience exercising has helped me a lot. While I'm not officially diagnosed with depression, I have some of the symptoms and scored moderate to severe on the pc depression quiz. Running has always been a stress relief for me so I guess I already associate it with feeling better. Most days it works, others it doesn't and for some people it doesn't work at all. I think the key is to find something you really enjoy, exercise or not, that can be an escape from the real world and from our minds <3